+16.9%
AEP vs TCOM
-46.9%
+63.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | 0.0% |
| 7D | -0.9% | -4.9% | +4.0% | -1.4% |
| 30D | -1.1% | -14.4% | +13.3% | -2.6% |
| 3M | -3.3% | -17.7% | +14.4% | -4.9% |
| 6M | -4.6% | -25.1% | +20.5% | -7.0% |
| YTD | +9.4% | -45.7% | +55.1% | +4.4% |
| 1Y | +16.9% | -47.9% | +64.8% | +10.0% |
| All | +16.9% | -46.9% | +63.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling